pandas-market-calendars 4.3.1__py3-none-any.whl → 4.3.3__py3-none-any.whl

pandas_market_calendars/calendars/cme_globex_fixed_income.py

@@ -1,113 +1,136 @@
-from .cme_globex_base import CMEGlobexBaseExchangeCalendar
-
-from datetime import time
-from pandas.tseries.holiday import AbstractHolidayCalendar
-
-from pandas_market_calendars.holidays.cme import (
-    USMartinLutherKingJrAfter1998Before2015,
-    USMartinLutherKingJrAfter1998Before2016FridayBefore,
-    USMartinLutherKingJrAfter2015,
-    USPresidentsDayBefore2016FridayBefore,
-    USPresidentsDayBefore2015,
-    USPresidentsDayAfter2015,
-    GoodFridayBefore2021NotEarlyClose,
-    GoodFridayAfter2021,
-    GoodFriday2009,
-    GoodFriday2010,
-    GoodFriday2012,
-    GoodFriday2015,
-    GoodFriday2021,
-    USMemorialDay2013AndPrior,
-    USMemorialDayAfter2013,
-    USMemorialDay2015AndPriorFridayBefore,
-    USIndependenceDayBefore2014,
-    USIndependenceDayAfter2014,
-    USLaborDayStarting1887Before2014,
-    USLaborDayStarting1887Before2015FridayBefore,
-    USLaborDayStarting1887After2014,
-    USThanksgivingBefore2014,
-    USThanksgivingAfter2014,
-    USThanksgivingFriday,
-)
-from pandas_market_calendars.holidays.us import (
-    USNewYearsDay,
-    ChristmasEveInOrAfter1993,
-    Christmas,
-    USJuneteenthAfter2022
-)
-
-
-class CMEGlobexFixedIncomeCalendar(CMEGlobexBaseExchangeCalendar):
-    aliases = ["CME Globex Fixed Income", "CME Globex Interest Rate Products"]
-
-    regular_market_times = {
-        "market_open": ((None, time(18), -1),),
-        "market_close": ((None, time(17)),),
-    }
-
-    """ 
-    Not yet implemented:
-        Christmas/New_Years
-            5am special open for a couple years (see tests)
-        
-        regular market_open/market_close changed from 17/16 to 18/17?
-    """
-
-    @property
-    def name(self): return "CME Globex Fixed Income"
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            USNewYearsDay,
-            GoodFridayBefore2021NotEarlyClose,
-            GoodFridayAfter2021,
-            Christmas,
-        ])
-
-    @property
-    def special_closes_adhoc(self):
-        return [(time(15,15), ["2010-07-02", "2011-07-01"]),
-                (time(12,15), ["2010-12-31"])]
-
-    @property
-    def special_closes(self):
-        # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
-        return [
-            (time(12), AbstractHolidayCalendar(rules=[
-                USMartinLutherKingJrAfter1998Before2015,
-                USMartinLutherKingJrAfter2015,
-                USPresidentsDayBefore2015,
-                USPresidentsDayAfter2015,
-                USMemorialDay2013AndPrior,
-                USMemorialDayAfter2013,
-                USIndependenceDayBefore2014,
-                USIndependenceDayAfter2014,
-                USLaborDayStarting1887Before2014,
-                USLaborDayStarting1887After2014,
-                USThanksgivingBefore2014,
-                USThanksgivingAfter2014,
-                USJuneteenthAfter2022,
-            ])),
-
-            (time(15,15), AbstractHolidayCalendar(rules=[
-                USMartinLutherKingJrAfter1998Before2016FridayBefore,
-                USPresidentsDayBefore2016FridayBefore,
-                GoodFriday2009,
-                USMemorialDay2015AndPriorFridayBefore,
-                USLaborDayStarting1887Before2015FridayBefore
-            ])),
-
-            (time(12,15), AbstractHolidayCalendar(rules= [
-                USThanksgivingFriday,
-                ChristmasEveInOrAfter1993,
-            ])),
-
-            (time(10,15), AbstractHolidayCalendar(rules=[
-                GoodFriday2010,
-                GoodFriday2012,
-                GoodFriday2015,
-                GoodFriday2021,
-            ])),
-
-        ]
+from datetime import time
+
+from pandas.tseries.holiday import AbstractHolidayCalendar
+
+from pandas_market_calendars.holidays.cme import (
+    USMartinLutherKingJrAfter1998Before2015,
+    USMartinLutherKingJrAfter1998Before2016FridayBefore,
+    USMartinLutherKingJrAfter2015,
+    USPresidentsDayBefore2016FridayBefore,
+    USPresidentsDayBefore2015,
+    USPresidentsDayAfter2015,
+    GoodFridayBefore2021NotEarlyClose,
+    GoodFriday2009,
+    GoodFriday2010,
+    GoodFriday2012,
+    GoodFriday2015,
+    GoodFriday2021,
+    GoodFriday2022,
+    GoodFridayAfter2022,
+    USMemorialDay2013AndPrior,
+    USMemorialDayAfter2013,
+    USMemorialDay2015AndPriorFridayBefore,
+    USIndependenceDayBefore2014,
+    USIndependenceDayAfter2014,
+    USLaborDayStarting1887Before2014,
+    USLaborDayStarting1887Before2015FridayBefore,
+    USLaborDayStarting1887After2014,
+    USThanksgivingBefore2014,
+    USThanksgivingAfter2014,
+    USThanksgivingFriday,
+)
+from pandas_market_calendars.holidays.us import (
+    USNewYearsDay,
+    ChristmasEveInOrAfter1993,
+    Christmas,
+    USJuneteenthAfter2022,
+)
+from .cme_globex_base import CMEGlobexBaseExchangeCalendar
+
+
+class CMEGlobexFixedIncomeCalendar(CMEGlobexBaseExchangeCalendar):
+    aliases = ["CME Globex Fixed Income", "CME Globex Interest Rate Products"]
+
+    regular_market_times = {
+        "market_open": ((None, time(18), -1),),
+        "market_close": ((None, time(17)),),
+    }
+
+    """ 
+    Not yet implemented:
+        Christmas/New_Years
+            5am special open for a couple years (see tests)
+        
+        regular market_open/market_close changed from 17/16 to 18/17?
+    """
+
+    @property
+    def name(self):
+        return "CME Globex Fixed Income"
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USNewYearsDay,
+                GoodFridayBefore2021NotEarlyClose,
+                GoodFriday2022,
+                Christmas,
+            ]
+        )
+
+    @property
+    def special_closes_adhoc(self):
+        return [
+            (time(15, 15), ["2010-07-02", "2011-07-01"]),
+            (time(12, 15), ["2010-12-31"]),
+        ]
+
+    @property
+    def special_closes(self):
+        # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
+        return [
+            (
+                time(12),
+                AbstractHolidayCalendar(
+                    rules=[
+                        USMartinLutherKingJrAfter1998Before2015,
+                        USMartinLutherKingJrAfter2015,
+                        USPresidentsDayBefore2015,
+                        USPresidentsDayAfter2015,
+                        USMemorialDay2013AndPrior,
+                        USMemorialDayAfter2013,
+                        USIndependenceDayBefore2014,
+                        USIndependenceDayAfter2014,
+                        USLaborDayStarting1887Before2014,
+                        USLaborDayStarting1887After2014,
+                        USThanksgivingBefore2014,
+                        USThanksgivingAfter2014,
+                        USJuneteenthAfter2022,
+                    ]
+                ),
+            ),
+            (
+                time(15, 15),
+                AbstractHolidayCalendar(
+                    rules=[
+                        USMartinLutherKingJrAfter1998Before2016FridayBefore,
+                        USPresidentsDayBefore2016FridayBefore,
+                        GoodFriday2009,
+                        USMemorialDay2015AndPriorFridayBefore,
+                        USLaborDayStarting1887Before2015FridayBefore,
+                    ]
+                ),
+            ),
+            (
+                time(12, 15),
+                AbstractHolidayCalendar(
+                    rules=[
+                        USThanksgivingFriday,
+                        ChristmasEveInOrAfter1993,
+                    ]
+                ),
+            ),
+            (
+                time(10, 15),
+                AbstractHolidayCalendar(
+                    rules=[
+                        GoodFriday2010,
+                        GoodFriday2012,
+                        GoodFriday2015,
+                        GoodFriday2021,
+                        GoodFridayAfter2022,
+                    ]
+                ),
+            ),
+        ]

pandas_market_calendars/calendars/cme_globex_fx.py

@@ -1,78 +1,101 @@
-from datetime import time
-
-from pandas.tseries.holiday import AbstractHolidayCalendar
-
-from pandas_market_calendars.calendars.cme_globex_base import CMEGlobexBaseExchangeCalendar
-from pandas_market_calendars.holidays.cme import (
-    USMartinLutherKingJrAfter1998Before2022,
-    USPresidentsDayBefore2022,
-    GoodFridayBefore2021,
-    GoodFriday2021,
-    GoodFridayAfter2021,
-    USMemorialDay2021AndPrior,
-    USIndependenceDayBefore2022,
-    USLaborDayStarting1887Before2022,
-    USThanksgivingBefore2022,
-    USThanksgivingFriday,
-)
-from pandas_market_calendars.holidays.us import (
-    USNewYearsDay,
-    ChristmasEveInOrAfter1993,
-    Christmas,
-)
-
-_1015 = time(10, 15)
-_1200 = time(12, 0)
-_1215 = time(12, 15)
-
-
-class CMEGlobexFXExchangeCalendar(CMEGlobexBaseExchangeCalendar):
-    aliases = ['CME_Currency']
-
-    # Using CME Globex trading times eg AUD/USD, EUR/GBP, and BRL/USD
-    # https://www.cmegroup.com/markets/fx/g10/australian-dollar.contractSpecs.html
-    # https://www.cmegroup.com/markets/fx/cross-rates/euro-fx-british-pound.contractSpecs.html
-    # https://www.cmegroup.com/markets/fx/emerging-market/brazilian-real.contractSpecs.html
-    # CME "NZD spot" has its own holiday schedule; this is a niche product (via "FX Link") and is not handled in this
-    # class; however, its regular hours follow the same schedule (see
-    # https://www.cmegroup.com/trading/fx/files/fx-product-guide-2021-us.pdf)
-    regular_market_times = {
-        "market_open": ((None, time(17), -1),),  # offset by -1 day
-        "market_close": ((None, time(16, 00)),)
-    }
-
-    aliases = ['CMEGlobex_FX', 'CME_FX', 'CME_Currency']
-
-    @property
-    def name(self):
-        return "CMEGlobex_FX"
-
-    @property
-    def regular_holidays(self):
-        return AbstractHolidayCalendar(rules=[
-            USNewYearsDay,
-            GoodFridayBefore2021,
-            GoodFridayAfter2021,
-            Christmas,
-        ])
-
-    @property
-    def special_closes(self):
-        """
-        Accurate 2020-2022 inclusive
-        TODO - enhance/verify prior to 2020
-        TODO - Add 2023+ once known
-        """
-        # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
-        return [
-            (_1015, AbstractHolidayCalendar(rules=[GoodFriday2021])),
-            (_1200, AbstractHolidayCalendar(rules=[
-                USMartinLutherKingJrAfter1998Before2022,
-                USPresidentsDayBefore2022,
-                USMemorialDay2021AndPrior,
-                USIndependenceDayBefore2022,
-                USLaborDayStarting1887Before2022,
-                USThanksgivingBefore2022,
-            ])),
-            (_1215, AbstractHolidayCalendar(rules=[USThanksgivingFriday, ChristmasEveInOrAfter1993])),
-        ]
+from datetime import time
+
+from pandas.tseries.holiday import AbstractHolidayCalendar
+
+from pandas_market_calendars.calendars.cme_globex_base import (
+    CMEGlobexBaseExchangeCalendar,
+)
+from pandas_market_calendars.holidays.cme import (
+    USMartinLutherKingJrAfter1998Before2022,
+    USPresidentsDayBefore2022,
+    GoodFridayBefore2021,
+    GoodFriday2021,
+    GoodFriday2022,
+    GoodFridayAfter2022,
+    USMemorialDay2021AndPrior,
+    USIndependenceDayBefore2022,
+    USLaborDayStarting1887Before2022,
+    USThanksgivingBefore2022,
+    USThanksgivingFriday,
+)
+from pandas_market_calendars.holidays.us import (
+    USNewYearsDay,
+    ChristmasEveInOrAfter1993,
+    Christmas,
+)
+
+_1015 = time(10, 15)
+_1200 = time(12, 0)
+_1215 = time(12, 15)
+
+
+class CMEGlobexFXExchangeCalendar(CMEGlobexBaseExchangeCalendar):
+    aliases = ["CME_Currency"]
+
+    # Using CME Globex trading times eg AUD/USD, EUR/GBP, and BRL/USD
+    # https://www.cmegroup.com/markets/fx/g10/australian-dollar.contractSpecs.html
+    # https://www.cmegroup.com/markets/fx/cross-rates/euro-fx-british-pound.contractSpecs.html
+    # https://www.cmegroup.com/markets/fx/emerging-market/brazilian-real.contractSpecs.html
+    # CME "NZD spot" has its own holiday schedule; this is a niche product (via "FX Link") and is not handled in this
+    # class; however, its regular hours follow the same schedule (see
+    # https://www.cmegroup.com/trading/fx/files/fx-product-guide-2021-us.pdf)
+    regular_market_times = {
+        "market_open": ((None, time(17), -1),),  # offset by -1 day
+        "market_close": ((None, time(16, 00)),),
+    }
+
+    aliases = ["CMEGlobex_FX", "CME_FX", "CME_Currency"]
+
+    @property
+    def name(self):
+        return "CMEGlobex_FX"
+
+    @property
+    def regular_holidays(self):
+        return AbstractHolidayCalendar(
+            rules=[
+                USNewYearsDay,
+                GoodFridayBefore2021,
+                GoodFriday2022,
+                Christmas,
+            ]
+        )
+
+    @property
+    def special_closes(self):
+        """
+        Accurate 2020-2022 inclusive
+        TODO - enhance/verify prior to 2020
+        TODO - Add 2023+ once known
+        """
+        # Source https://www.cmegroup.com/tools-information/holiday-calendar.html
+        return [
+            (
+                _1015,
+                AbstractHolidayCalendar(
+                    rules=[
+                        GoodFriday2021,
+                        GoodFridayAfter2022,
+                    ]
+                ),
+            ),
+            (
+                _1200,
+                AbstractHolidayCalendar(
+                    rules=[
+                        USMartinLutherKingJrAfter1998Before2022,
+                        USPresidentsDayBefore2022,
+                        USMemorialDay2021AndPrior,
+                        USIndependenceDayBefore2022,
+                        USLaborDayStarting1887Before2022,
+                        USThanksgivingBefore2022,
+                    ]
+                ),
+            ),
+            (
+                _1215,
+                AbstractHolidayCalendar(
+                    rules=[USThanksgivingFriday, ChristmasEveInOrAfter1993]
+                ),
+            ),
+        ]